This research is aimed at determining the thermal expansion coefficient, α(T), along three directions, X, Y, and Z, of a graphite sample pressed along the direction of weak interactions (Z), over the temperature range [25-500°C]. The experiment results showed that pressing completely alters the dilatometric behavior of the material, and the shape of the α(T) curve changes significantly from one direction to another. Comparing αX, αY, and αZ, a strong anisotropy in the thermal expansion coefficient is observed. This is in good agreement with results published by other researchers who have shown that the electrical conductivity and thermal conductibility of a similar material exhibits strong anisotropic behavior. Pressing has also led to anisotropy in the basal plane, i.e. between αX and αY which have opposite signs. [Pressing results in a significant decrease in α(T) along the Y axis, which is considerably lower than that reported in the literature. αZ is clearly higher that of non-pressed graphite. The wide divergence among the three coefficients is believed to be attributed to the intensification of the membrane effect.